遗传算法在期货市场创新决策中的应用

黄小原; 肖橹; 刘华艳

黄小原, 肖橹, 刘华艳. 遗传算法在期货市场创新决策中的应用[J]. 信息与控制, 1997, 26(3): 211-214.

引用本文:

黄小原, 肖橹, 刘华艳. 遗传算法在期货市场创新决策中的应用[J]. 信息与控制, 1997, 26(3): 211-214.

HUANG Xiaoyuan, XIAO Lu, LIU Huayan. GENETIC ALGORITHM APPLICATION IN FUTURES MARKET INNOVATION DECISION[J]. INFORMATION AND CONTROL, 1997, 26(3): 211-214.

Citation:

HUANG Xiaoyuan, XIAO Lu, LIU Huayan. GENETIC ALGORITHM APPLICATION IN FUTURES MARKET INNOVATION DECISION[J]. INFORMATION AND CONTROL, 1997, 26(3): 211-214.

遗传算法在期货市场创新决策中的应用

GENETIC ALGORITHM APPLICATION IN FUTURES MARKET INNOVATION DECISION

摘要

摘要: 研究了遗传算法在期货市场创新决策中的应用问题．在期货市场的保值者和投资者数目以及期货合约结构模型的基础上，设计了期货市场创新的染色体表达和遗传操作，并进行了仿真研究．

Abstract: In this paper the classic design of futures market innovation is researched by genetic algorithms. On the basis of the model of the hedger and speculator number,and the construction of future contract, the chromosomes representation and operation are framed, simulation is performed.

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